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SUNDARESAN, S. - Graduate School of Business, Columbia University - 1989

Persistent link: https://www.econbiz.de/10005675198

The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management.

Zheng, H.; Thomas, L.C.; Allen, D.E. - Economics Division, University of Southampton - 2001

Macaulay duration matched strategy is a key tool in bond portfolio immunization. It is well known that if term structures are not flat or changes are not parallel, then Macaulay duration matched portfolio can not guarantee adequate immunization. In this paper the approximate duration is proposed...

Persistent link: https://www.econbiz.de/10005486649

Pitfalls in the Estimation of the Yield on British Consols.

Klovland, J.T. - Norges Handelshøyskole (NHH) - 1991

Persistent link: https://www.econbiz.de/10005487114

On prices in the new neoclassical Sythesis in Macroeconomics

Tobon, Alexander - In: Lecturas de Economía (2008) 69, pp. 201-220

The aim of this paper is to study the role that prices play in the New Neoclassical Synthesis. It is shown that … offers the same answers on the minor role of prices in static macroeconomics. In spite of this, the New Neoclassical … the search for not just better answers, but for new questions regarding prices in a monetary theory. …

Persistent link: https://www.econbiz.de/10005464605

ARE JAPANESE STOCK PRICES TOO HIGH?

FRENCH, K.R.; POTERBA, J.M. - Economics Department, Massachusetts Institute of … - 1990

Persistent link: https://www.econbiz.de/10005574335

Investment, Depreciation and Capital Utilization: Theoretical and Simulation Results

Bernstein, Jeffrey I.; Nadiri, M. Ishaq - C.V. Starr Center for Applied Economics, Department of … - 1991

Persistent link: https://www.econbiz.de/10005605543

Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis.

Lastrapes, W.D. - Terry College of Business, University of Georgia - 1993

Persistent link: https://www.econbiz.de/10005638860

Does Irving Fisher's Data Support The Fisher Effect?

Geehan, R.; Mccollum, J.F. - Carleton University, Department of Economics - 1989

Persistent link: https://www.econbiz.de/10005626993

Sunspot Equilibria in a Monetary Economy with Capital Accumulation.

Bloise, G.; Magris, F. - Center for Operations Research and Econometrics (CORE), … - 2000

In this paper, we consider the determinacy of equilibrium prices, interest rate and income in an economy with liquidity …, under some conditions, rational expectations equilibria exist in which prices and quantities exhibit repetitive and …

Persistent link: https://www.econbiz.de/10005634010

An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States.

Johansen, S. - Research School of Pacific and Asian Studies, College … - 1991

Persistent link: https://www.econbiz.de/10005478381